Prof. Yin-Wong CHEUNG (張賢旺)

Research Output

  1. 2000
  2. Does Austria respond to the German or the US business cycle?

    Cheung, Y. & Westermann, F., 2000, In : International Journal of Finance and Economics. 5, 1, p. 33-42

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 3
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  3. On the purchasing power parity puzzle

    Cheung, Y. & Lai, K. S., 2000, In : Journal of International Economics. 52, 2, p. 321-330

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 92
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  4. 1999
  5. Published

    An analysis of German effects on the Austrian business cycle

    Cheung, Y. & Westermann, F., 1999, In : Weltwirtschaftliches Archiv. 135, 3, p. 522-531

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)22_Publication in policy or professional journalNot applicable

    Scopus citations: 5
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  6. Macroeconomic determinants of long-term stock market comovements among major EMS countries

    Cheung, Y. & Lai, K. S., 1999, In : Applied Financial Economics. 9, 1, p. 73-85

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 25
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  7. 1998
  8. Integration, cointegration and the forecast consistency of structural exchange rate models

    Cheung, Y. W. & Chinn, M. D., 1 Oct 1998, In : Journal of International Money and Finance. 17, 5, p. 813-830

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 24
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  9. International evidence on the stock market and aggregate economic activity

    Cheung, Y. & Ng, L. K., Sep 1998, In : Journal of Empirical Finance. 5, 3, p. 281-296

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 124
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  10. Parity reversion in real exchange rates during the post-Bretton Woods period

    Cheung, Y. & Lai, K. S., 1 Aug 1998, In : Journal of International Money and Finance. 17, 4, p. 597-614

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 59
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  11. Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries

    Cheung, Y. & Lai, K. S., May 1998, In : Pacific Basin Finance Journal. 6, 1-2, p. 61-76

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 14
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  12. A comparison of learning and replicator dynamics using experimental data

    Cheung, Y. & Friedman, D., 15 Apr 1998, In : Journal of Economic Behavior and Organization. 35, 3, p. 263-280

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 38
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  13. Power of the augmented dickey-fuller test with information-based lag selection

    Cheung, Y. & Lai, K. S., 1998, In : Journal of Statistical Computation and Simulation. 60, 1, p. 57-65

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 1
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  14. 1997
  15. What are the global sources of rational variation in international equity returns?

    Cheung, Y., He, J. & Ng, L. K., Dec 1997, In : Journal of International Money and Finance. 16, 6, p. 821-836

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 14
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  16. Individual Learning in Normal Form Games: Some Laboratory Results

    Cheung, Y. & Friedman, D., Apr 1997, In : Games and Economic Behavior. 19, 1, p. 46-76

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 186
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  17. Published

    Common predictable components in regional stock markets

    Cheung, Y., He, J. & Ng, L. K., Jan 1997, In : Journal of Business and Economic Statistics. 15, 1, p. 35-42

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 15
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  18. Further investigation of the uncertain unit root in GNP

    Cheung, Y. & Chinn, M. D., Jan 1997, In : Journal of Business and Economic Statistics. 15, 1, p. 68-73

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 33
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  19. Published

    Bandwidth selection, prewhitening, and the power of the Phillips-Perron test

    Cheung, Y. & Lai, K. S., 1997, In : Econometric Theory. 13, 5, p. 679-691

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 11
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  20. 1996
  21. Published

    A causality-in-variance test and its application to financial market prices

    Cheung, Y. & Ng, L. K., May 1996, In : Journal of Econometrics. 72, 1-2, p. 33-48

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 243
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  22. Deterministic, stochastic, and segmented trends in aggregate output: A cross-country analysis

    Cheung, Y. & Chinn, M. D., Jan 1996, In : Oxford Economic Papers. 48, 1, p. 134-162

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 56
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  23. Stock market volatility and fractional integration

    Cheung, Y., 1996, In : International Journal of Finance and Economics. 1, 4, p. 263-273

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

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  24. 1995
  25. ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES: A NOTE

    Cheung, Y. & Lai, K. S., Sep 1995, In : Journal of Time Series Analysis. 16, 5, p. 493-498

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 5
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  26. Published

    A search for long memory in international stock market returns

    Cheung, Y. & Lai, K. S., Aug 1995, In : Journal of International Money and Finance. 14, 4, p. 597-615

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 137
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